CANBERRA – The first Muslim woman to be elected to Parliament Anne Aly has proclaimed herself a "proud feminist" and declared "we cannot leave anyone behind" in the fight for equal gender opportunity in Australia.

But in a rousing speech to the women's organisation, Emily's List, the rookie Labor MP said women of diverse backgrounds, "don't need to be 'saved' from oppression or 'added' as an afterthought in the feminist movement".

Anne Aly, the first Muslim woman to be elected to federal parliament, is destined to become a leading voice. https://t.co/LATKwLpnft

The Australian Federal Police have told The Huffington Post Australia they are taking the matter seriously and are evaluating the situation.

Aly revealed she has felt, at times, 'left out, let down or ignored" by Western feminism.

"Not by purpose or intention," she said. "But because Western feminism has tended to view women like me as lacking autonomy, as being uniformly oppressed and as women who need saving – saving from our men, saving from our religion and saving from our culture."

Clever, insightful and very funny speech by new MP Anne Aly in Canberra tonight.

She said she all too quickly found she was "invisible" when she was appointed at the first woman to an all male board.

"Put us in a room full of alpha males and we don a magical cloak of invisibility," Aly decried.

"Now believe me if I had the invisibility superpower there are so many more interesting things I would love do with it. I would so like to go into people's offices and mess with their stuff (laughs)."

The renowned counter terror de-radicalisation expert is often asked about her views on women and Islam. She said she hears "almost daily" from young Muslim women afraid to apply for jobs in case they get knocked back.

Dutton: "Where I see extremism I will call it out!" Anne Aly so furiously points at George Christensen that her leather jacket falls off.

"There was a time when I rejected the term feminist. I refused to be called a feminist because I didn't feel there was a place for me in the movement," she said.

"But tonight, I stand as a proud feminist."

She said great strides have been made getting women into politics, especially in Labor's result in the July federal election, but she said "culturally and linguistically diverse women are still substantially missing".